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Global Asset Classes, ranked by Standard Deviation

for period ending December 31, 2021
 
Use the table below to compare the performance of all the portfolios in this peer group. You may sort by any column by clicking on the column headings in the gray row.
   Standard Deviation Total Return, annualized
Ingredient NameIDCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
  Group average10.4%16.5%13.8%13.1%12.4%15.9% 11.0%11.4%7.7%5.7%6.3%6.2%
 
ACWI (Global)ACWIInt'l Equity: Core10.7%19.9%16.6%15.4%14.6%  18.7%20.4%14.6%11.1%11.8% 
U.S. Total Bond MarketAGGFixed Income: Aggregate2.7%3.6%3.2%3.3%3.2%3.8% -1.8%4.6%3.5%2.9%2.8%4.0%
Alerian US MLPAMLPEquity: MLP25.4%55.5%40.7%35.3%30.4%  39.0%-0.0%-4.3%-5.2%-1.4% 
T-Bill 1-3 MonthBILFixed Income: Cash-like0.0%0.3%0.3%0.3%0.3%  -0.1%0.8%1.0%0.7%0.5% 
U.S. Total Bond MarketBNDFixed Income: Aggregate2.9%4.0%3.5%3.5%3.3%3.8% -1.9%4.8%3.6%3.0%2.8%4.0%
CHN PRC RenminbiCYBCurrency: CHN Renminbi4.3%5.0%5.2%5.1%4.4%  4.2%5.1%4.9%2.3%2.1% 
AgricultureDBACommodities11.4%13.1%11.2%11.3%11.4%  22.4%5.8%0.3%-2.9%-3.5% 
Industrial MetalsDBBCommodities20.3%19.2%17.8%17.6%17.2%  29.0%13.8%8.7%5.2%2.0% 
OilDBOCommodities49.9%46.1%36.8%33.3%29.4%  60.7%17.6%7.3%-1.9%-7.0% 
iShares MSCIEEMEquity: Emerging Mkts9.5%20.3%18.5%18.0%17.5%23.2% -3.6%10.1%9.2%5.3%4.7%3.7%
Intl Dev CoreEFAInt'l Equity: Lg Cap10.3%18.9%16.0%15.2%15.0%18.6% 11.5%13.5%9.6%6.8%7.9%3.5%
iSh EAFE GrowthEFGInt'l Equity: Lg Cap Gro10.3%17.2%15.0%14.5%14.3%18.1% 11.0%18.6%13.4%9.4%9.8%5.2%
iSh EAFE ValueEFVInt'l Equity: Lg Cap Val12.4%21.9%18.1%17.0%16.8%19.9% 11.1%7.7%5.3%3.6%5.6%1.4%
iShares EmergEMBFixed Income: Aggregate5.9%12.5%10.2%9.3%9.0%  -2.2%6.0%4.4%4.6%4.6% 
Emerg Mkt Hi YldEMHYFixed Income6.0%14.1%11.5%10.7%   -1.9%4.8%3.4%4.8%  
iSh MSCI Frontier 100FMInt'l Equity: Frontier13.4%21.4%19.3%17.5%   24.3%12.9%10.0%4.5%  
AUStraliaFXACurrency: AUS Dollar7.6%10.4%9.7%9.8%9.9%13.5% -6.2%1.0%0.5%-1.1%-2.4%1.5%
GBP UK PoundFXBCurrency: GBP Pound6.0%8.3%7.9%8.4%7.9%8.7% -1.5%1.7%1.6%-2.3%-1.7%-2.1%
CAN Canada DollarFXCCurrency: CAN Dollar6.0%6.7%7.0%8.1%7.6%9.6% 0.2%2.7%1.3%-1.2%-2.1%-0.2%
EUR EuroFXECurrency: EUR Euro4.9%5.8%6.2%7.1%7.1%9.5% -7.8%-1.1%0.7%-1.7%-2.0%-1.0%
CHF Swiss FrancFXFCurrency: CHF Franc7.0%6.3%6.4%7.6%7.5%10.4% -4.1%1.3%1.1%0.1%-0.6%1.4%
JPY Japan YenFXYCurrency: JPY Yen4.5%4.7%5.3%7.9%8.0%  -10.9%-2.2%-0.3%0.0%-4.4% 
Muni Hi YieldHYDFixed Income3.8%13.9%10.9%10.2%9.5%  5.1%4.5%5.0%4.3%5.1% 
US Treas 7-10yrIEFFixed Income4.6%5.8%5.1%5.5%5.4%6.5% -3.3%4.7%3.5%2.9%2.6%4.7%
US Corp Med 5-10yIGIBFixed Income3.2%7.5%5.9%5.2%4.6%  -1.5%7.4%4.9%4.0%3.9% 
Intl TreasIGOVFixed Income5.0%6.2%5.9%6.6%6.5%  -9.2%1.4%2.5%0.8%0.7% 
MktVectors Intl Hi YieldIHYFixed Income4.4%11.4%9.3%9.1%   -2.8%5.8%5.0%4.7%  
MktVectors Intermed MuniITMFixed Income2.9%5.8%5.0%5.1%5.2%  0.2%4.6%4.1%3.3%3.4% 
US Large CoreIWBU.S. Equity: Lg / Mid13.0%22.3%18.4%16.8%15.4%17.3% 26.3%26.0%18.2%14.7%16.4%10.6%
iSh RussellIWCU.S. Equity: Micro Cap20.8%32.4%26.0%24.0%22.5%23.9% 18.7%20.6%11.4%10.2%13.5%7.2%
iSh Russ 1000 ValIWDU.S. Equity: Lg Cap Val15.0%22.6%18.3%16.8%15.5%17.5% 24.9%17.4%11.0%9.6%12.8%7.3%
iSh Russ 1000 GroIWFU.S. Equity: Lg Cap Gro16.7%24.1%20.4%18.4%16.6%18.2% 27.4%33.8%25.1%19.4%19.6%13.5%
iSh Russ 2000IWMU.S. Equity: Sm Cap12.6%28.5%23.3%21.8%20.3%22.4% 14.5%19.9%11.9%10.7%13.2%8.7%
iSh Russ 2000 ValIWNU.S. Equity: Sm Cap Val16.6%30.5%24.1%22.4%20.7%22.6% 28.0%17.8%8.9%9.3%11.9%7.1%
iSh Russell 2000IWOU.S. Equity: Sm Cap Gro12.7%28.6%23.9%22.3%20.9%22.9% 2.5%21.1%14.5%11.7%14.2%10.0%
iSh US Mid GrowthIWPU.S. Equity: Mid Cap Gro15.0%25.8%21.3%19.1%17.6%20.4% 12.6%27.2%19.6%14.7%16.4%11.5%
iSh US Mid CoreIWRU.S. Equity: Mid Cap13.3%25.6%20.5%18.5%17.0%19.8% 22.4%23.1%14.9%12.1%14.7%10.1%
iSh US Mid ValueIWSU.S. Equity: Mid Cap Val15.8%26.8%21.0%19.0%17.4%20.3% 28.1%19.4%11.0%9.8%13.2%8.6%
iSh Russell 3000IWVU.S. Equity: Lg Cap12.6%22.4%18.5%17.0%15.5%17.6% 25.5%25.5%17.7%14.4%16.1%10.4%
iShares Real EstateIYRU.S. Real Estate20.1%22.8%18.5%17.6%16.7%24.1% 38.7%18.6%11.8%9.6%11.1%6.2%
US Hi YieldJNKFixed Income3.3%10.0%7.9%7.7%7.3%  4.0%7.8%5.2%4.6%5.1% 
US Mort BackedMBBFixed Income1.3%1.8%2.0%2.1%2.2%  -1.4%2.9%2.4%2.1%2.1% 
PwrSh Emerg Mkt Sov DebtPCYFixed Income: Aggregate6.9%14.4%11.6%10.7%10.5%  -4.3%4.8%3.5%4.1%4.6% 
PowerShares QQQQQQU.S. Equity: Lg Cap Gro15.5%25.1%21.8%20.4%18.8%21.1% 27.4%38.1%28.4%22.3%22.9%16.9%
Intl Dev Sm CapSCZInt'l Equity: Small Cap11.4%22.4%18.6%17.2%16.8%  10.1%15.3%11.0%9.5%10.7% 
iSh Treas 1-3ySHYFixed Income: Short-Term0.4%1.2%1.1%1.0%0.9%1.3% -0.7%1.9%1.5%1.2%1.0%1.8%
S&P 500SPYU.S. Equity: Lg Cap13.6%21.5%18.0%16.5%15.1%17.0% 28.7%26.0%18.4%14.8%16.5%10.6%
US Inflation ProtTIPFixed Income3.9%4.2%3.7%3.9%4.4%5.8% 5.7%8.3%5.2%4.1%2.9%4.5%
iShares Treas 20y+ TLTFixed Income: Long-Term11.4%14.8%12.5%13.0%12.6%14.6% -4.6%8.8%6.6%4.6%4.5%6.6%
USD US Dollar indxUUPCurrency: USD index5.1%5.4%5.5%6.3%6.3%  5.7%0.9%-0.2%1.3%1.5% 
Vanguard Real EstateVNQU.S. Real Estate20.0%22.6%18.5%18.1%17.3%25.4% 40.5%20.0%11.2%9.5%11.5%7.2%